Forecasting directional movement of stock price using machine learning tools has attracted a considerable amount research. Two the most common input features in forecasting model are and return. The choice between former latter variables is often subjective. In this study, we compare effectiveness return as models. We perform an extensive comparison two 10-year historical data ten large cap US ...

The present research aims to evaluate impacts of crude oil price return index, Bloomberg Petroleum Index and Bloomberg energy index on stock market returns of 121 companies listed in Tehran stock exchange in a 10 years' period from early 2006 to April 2016. First, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. Subsequently, to check va...

A newsboy model in which a vendor has a limited budget to procure the required items is developed. It is assumed that the manufacturer will either sell the items to the vendor outright or offer the items to the vendor with return policy. In the latter case, the manufacturer buys back from the vendor the unsold items at the end of the selling season. This study considers one item with budget con...

in this paper we examine the effect of the oil volatility, consumer price index (cpi) and industrial production on the stock market return in tehran stock exchange (tse). we used seasonal data in period 1378-1390 and auto regressive distributed method (ardl) for the short-term and long-term relationship between the variables. as results of research indicate, we find that there is positive short...

S tock returns of companies listed on the stock exchange is one of the most important criteria in assessing the macroeconomic. This study investigates the effect of exchange rate Volatility on the stock exchange Returns of D8 countries. It takes monthly data during the period (2008:1-2015:6) constituting 90 observations. At first we used Panel-GARCH model to estimate Exchange Rate Vo...

We characterize the joint dynamics of expected returns, stochastic volatility, and prices. In particular, with a given dividend process, one of the processes of the expected return, the stock volatility, or the price-dividend ratio fully determines the other two. For example, the stock volatility determines the expected return and the price-dividend ratio. By parameterizing one, or more, of exp...

In this paper,we investigate the pricing and return policy issueof one-echelon green supply chain, contain a manufacture who produces two type of products: green and non-green products. These products have a same functional but in selling price and environmentally issues have different effects. Also we consider return policy for both products that can stimulate the customer valuation. We develo...

This research aims to analyze the determinants of stock return disclosure mining sector companies listed on Indonesia Stock Exchange in 2014-2018. The adopted Eviews program data processing and Random effect regression model was chosen test relationship between internal external indicators as independent variables include Return On Asset (ROA), Debt Equity Ratio (DER), Total Turnover (TATO), Oi...